The whole stage takes place on a race track based on the Big Blue stage. There are pink platforms that hover above the stage. A player must travel towards the right of the stage. Often a group of race cars will drive along the track. If a "!" appears on the stage, that indicates that the race cars are approaching. Jump to one of the pink platforms or hang onto the edge of the stage to avoid getting hit by a car. If a player is hit by a car, that player's character will take damage. A player receives 35% damage if hit by a race car. A character could survive a blow one time from a race car, but the second time will most likely KO them. The order the cars travel in is completely random, but they all do the same amount of damage. The track is completed once the player crosses the checkered finish line.
F-Zero Grand Prix can be accessed with an Action Replay. The game specifically follows whoever is furthest on the track. If a person goes too far in one direction and the others can't catch up in time, they will self-destruct automatically. This can cause multiple self-destructs to occur if the person keeps on running. Crossing the finish line forcefully ends the match.